Anic Equity¶

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Total return since start: 0.616 %¶

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Equity now: -----------------------------> 49356.93 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45295.72 Kr¶

PnL: ---------------------------------------> 239.72 Kr¶

DD now: ---------------------------------> -7.085 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 11:30:36.821758'

Anic Portfolio¶

Today¶

Return: 0.989 %¶

This Week¶

Return: 0.109 %¶

Total portfolio value¶

Return including deposits: 61.582 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.410000 1667.700000 198.700000 13.530000 1468.999998
Sedana Medical 93 3.980000 2670.960000 149.960000 5.950000 2521.000011
Orrön Energy 180 4.770000 2154.600000 111.600000 5.460000 2043.000000
Atrium Ljungberg B 5 3.780000 988.500000 53.500000 5.720000 935.000000
Platzer Fastigheter Holding B 12 3.590000 1004.400000 43.400000 4.520000 960.999996
Sagax A 4 3.720000 892.000000 38.000000 4.450000 854.000000
JM 6 2.670000 901.200000 37.200000 4.310000 864.000000
Catena 2 3.140000 828.400000 36.400000 4.600000 792.000000
Sagax B 4 2.630000 889.600000 35.600000 4.170000 854.000000
Hoist Finance 35 0.870000 1013.250000 33.250000 3.390000 980.000000
Hexatronic Group 12 1.860000 986.160000 19.160000 1.980000 966.999996
Gränges 9 1.940000 945.900000 17.900000 1.930000 927.999999
Byggmax Group 33 2.080000 972.840000 16.840000 1.760000 956.000001
BioGaia B 8 1.030000 944.000000 14.000000 1.510000 930.000000
Bilia A 8 0.800000 907.200000 7.200000 0.800000 900.000000
HEXPOL B 9 -0.260000 1025.100000 4.100000 0.400000 1020.999996
Clas Ohlson B 12 0.000000 974.400000 1.400000 0.140000 972.999996
AcadeMedia 8 0.500000 402.800000 0.800000 0.200000 402.000000
EQT 4 0.530000 832.400000 0.400000 0.050000 832.000000
Biotage 7 -0.970000 933.800000 -7.200000 -0.770000 940.999997
ASSA ABLOY B 3 -0.700000 770.400000 -8.600000 -1.100000 779.000001
Alimak Group 11 -0.240000 915.200000 -12.800000 -1.380000 927.999996
OX2 13 -0.550000 935.350000 -14.650000 -1.540000 949.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Nordic Waterproofing Holding 7 0.150000 945.000000 -22.000000 -2.280000 966.999999
VEF 909 0.400000 1825.270000 -24.730000 -1.340000 1850.000436
SKF B 5 -2.120000 912.250000 -27.750000 -2.950000 940.000000
Indutrade 5 1.640000 1180.000000 -38.000000 -3.120000 1218.000000
Latour B 4 -0.200000 816.400000 -40.600000 -4.740000 857.000000
Addnode Group B 11 -2.750000 876.700000 -44.300000 -4.810000 921.000003
Vitec Software Group B 2 0.000000 1042.000000 -45.000000 -4.140000 1087.000000
Hexagon B 26 0.580000 3409.900000 -51.100000 -1.480000 3461.000010
Bufab 3 -0.680000 1045.800000 -63.200000 -5.700000 1109.000001
BHG Group 97 2.510000 1389.040000 -69.960000 -4.800000 1458.999989
INVISIO 16 0.000000 3600.000000 -89.000000 -2.410000 3689.000000
TOTAL 45295.720000 239.720000 -7.0847% 45056.000411

Updated:¶

'2023-07-04 11:30:53.784101'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶